+105.5%
KEEL vs AR
+1,029.4%
-923.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -0.5% | +7.4% | -7.9% | -1.4% |
| 30D | -27.1% | +5.8% | -32.8% | -27.6% |
| 3M | -43.8% | +5.2% | -49.0% | -44.4% |
| 6M | -55.2% | +5.4% | -60.6% | -55.8% |
| YTD | -20.9% | +12.4% | -33.3% | -23.2% |
| 1Y | -28.5% | +12.8% | -41.3% | -30.6% |
| 3Y | +66.1% | +47.2% | +18.9% | +55.9% |
| 5Y | -78.3% | +101.1% | -179.5% | -80.0% |
| All | +105.5% | +1,029.4% | -923.9% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling